HFCL
Hfcl Limited
Historical option data for HFCL
27 Dec 2024 04:13 PM IST
| HFCL 30JAN2025 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 0.14
Theta: -0.08
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 112.99 | 4.2 | -1.40 | 33.72 | 821 | 87 | 356 | |||
| 26 Dec | 114.67 | 5.6 | 0.25 | 36.71 | 862 | 36 | 269 | |||
| 24 Dec | 114.32 | 5.35 | 0.95 | 35.70 | 649 | 195 | 228 | |||
| 23 Dec | 112.60 | 4.4 | -0.85 | 36.11 | 67 | 25 | 32 | |||
| 20 Dec | 113.35 | 5.25 | -19.90 | 36.17 | 7 | 6 | 6 | |||
| 19 Dec | 117.13 | 25.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 118.87 | 25.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 120.98 | 25.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 125.61 | 25.15 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Dec | 125.23 | 25.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.49 | 25.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.91 | 25.15 | - | 0 | 0 | 0 | ||||
For Hfcl Limited - strike price 115 expiring on 30JAN2025
Delta for 115 CE is 0.49
Historical price for 115 CE is as follows
On 27 Dec HFCL was trading at 112.99. The strike last trading price was 4.2, which was -1.40 lower than the previous day. The implied volatity was 33.72, the open interest changed by 87 which increased total open position to 356
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 5.6, which was 0.25 higher than the previous day. The implied volatity was 36.71, the open interest changed by 36 which increased total open position to 269
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 5.35, which was 0.95 higher than the previous day. The implied volatity was 35.70, the open interest changed by 195 which increased total open position to 228
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 36.11, the open interest changed by 25 which increased total open position to 32
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 5.25, which was -19.90 lower than the previous day. The implied volatity was 36.17, the open interest changed by 6 which increased total open position to 6
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 25.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 25.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 25.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 25.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec HFCL was trading at 125.23. The strike last trading price was 25.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 25.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 25.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HFCL 30JAN2025 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.14
Theta: -0.07
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 112.99 | 6.2 | 1.10 | 41.40 | 519 | 49 | 380 |
| 26 Dec | 114.67 | 5.1 | -1.10 | 39.83 | 649 | 135 | 331 |
| 24 Dec | 114.32 | 6.2 | -0.80 | 44.07 | 340 | 131 | 194 |
| 23 Dec | 112.60 | 7 | 0.05 | 41.75 | 126 | 31 | 75 |
| 20 Dec | 113.35 | 6.95 | 2.50 | 44.26 | 32 | 15 | 44 |
| 19 Dec | 117.13 | 4.45 | 0.85 | 39.13 | 35 | 24 | 30 |
| 18 Dec | 118.87 | 3.6 | -1.90 | 36.95 | 6 | 5 | 5 |
| 17 Dec | 120.98 | 5.5 | 0.00 | 5.84 | 0 | 0 | 0 |
| 16 Dec | 125.61 | 5.5 | 0.00 | 8.71 | 0 | 0 | 0 |
| 13 Dec | 125.23 | 5.5 | 0.00 | 8.49 | 0 | 0 | 0 |
| 11 Dec | 126.49 | 5.5 | 0.00 | 8.92 | 0 | 0 | 0 |
| 10 Dec | 126.91 | 5.5 | 9.42 | 0 | 0 | 0 | |
For Hfcl Limited - strike price 115 expiring on 30JAN2025
Delta for 115 PE is -0.50
Historical price for 115 PE is as follows
On 27 Dec HFCL was trading at 112.99. The strike last trading price was 6.2, which was 1.10 higher than the previous day. The implied volatity was 41.40, the open interest changed by 49 which increased total open position to 380
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 5.1, which was -1.10 lower than the previous day. The implied volatity was 39.83, the open interest changed by 135 which increased total open position to 331
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 6.2, which was -0.80 lower than the previous day. The implied volatity was 44.07, the open interest changed by 131 which increased total open position to 194
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 7, which was 0.05 higher than the previous day. The implied volatity was 41.75, the open interest changed by 31 which increased total open position to 75
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 6.95, which was 2.50 higher than the previous day. The implied volatity was 44.26, the open interest changed by 15 which increased total open position to 44
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 4.45, which was 0.85 higher than the previous day. The implied volatity was 39.13, the open interest changed by 24 which increased total open position to 30
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 3.6, which was -1.90 lower than the previous day. The implied volatity was 36.95, the open interest changed by 5 which increased total open position to 5
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 0
On 13 Dec HFCL was trading at 125.23. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 0
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was 9.42, the open interest changed by 0 which decreased total open position to 0
